Dragon Ball Z: Shin Budokai - Another Road - Start battle in Super Saiyan form

Unlockable characters
Go throughout story mode Another Road to unlock the following characters:

Bardock Defeat him as Goku in Chapter 5
Dubora Beat him in the second level in chapter 2.
Future Gohan Finish Chapter 5
Picolo Fuse with Kami Beat him at the alternate path of Chapter 3.
Super Buu with Gohan absorbed Complete the third level of Chapter 7
Super Buu with Gotenks absorbed Complete the second level of Chapter 7

Start in Super Saiyan form:
To start in Super Saiyan form when you immediately start a battle, hold R when choosing your character and press X, and you'll hear a "cling" sound, different from normally choosing your character with no R held down. Remember, for this to work, you have to hold down R and press X on the Super Saiyan form when choosing, not the normal one